Each process \(n\)  is modeled as a discrete-time linear time-invariant (LTI) system [1]}:
\( \begin{aligned}\mathbf {x}_n{(t+1)} &= \mathbf {A}_n \mathbf {x}_n(t) + \mathbf {w}_n(t),\\\mathbf {y}_n(t) &= \mathbf {C}_n\mathbf {x}_n(t) + {\mathbf {z}_n(t)},\end{aligned}\) 
